Checking date: 25/03/2018

Course: 2018/2019

Dynamic Asset Pricing
Study: Master in Business and Finance (69)

Coordinating teacher: SERRANO JIMENEZ, PEDRO JOSE

Department assigned to the subject: Department of Business Administration

Type: Electives
ECTS Credits: 5.0 ECTS


Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40
Basic Bibliography
  • John H. Cochrane. Asset Pricing (revised edition). Princeton University Press. 2005
Additional Bibliography
  • Hamilton, J.D.. Time series analysis. Princeton University Press. 1994

The course syllabus and the academic weekly planning may change due academic events or other reasons.